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Hennessee Healthcare and Biotech Index
The funds in the Hennessee Healthcare and Biotech Index typically have long and short equity positions in medical related stocks, which include biotechnology, pharmaceuticals, HMO's, medical devices, etc.
| Summary Statistics (Jan-97 to Dec-12) |
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Annualized Compound Return |
Annualized Standard Deviation |
Sharpe
Ratio |
Sortino
Ratio |
Annualized Alpha
(versus Benchmark) |
Correlation
(versus Benchmark) |
| Hennessee Healthcare and Biotech Index |
11.27% |
17.15% |
0.69 |
1.20 |
N/A |
N/A |
| Amex Pharmaceutical Index |
4.61% |
16.33% |
0.34 |
0.39 |
11.89% |
0.13 |
| Nasdaq Biotech Index |
10.21% |
30.97% |
0.45 |
0.53 |
5.25% |
0.88 |
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Number of Months |
% of Months
Positive |
Largest Consecutive Loss |
Value of $1000
(Invested at Inception) |
| Postive |
Negative |
% |
Months |
Peak |
Valley |
| Hennessee Healthcare and Biotech Index |
114 |
78 |
59% |
-24.70% |
4 |
Apr-98 |
Aug-98 |
$5,522 |
| Amex Pharmaceutical Index |
110 |
82 |
57% |
-49.40% |
98 |
Dec-00 |
Feb-09 |
$2,056 |
| Nasdaq Biotech Index |
102 |
90 |
53% |
-68.51% |
31 |
Feb-00 |
Sep-02 |
$4,738 |
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| Historical Performance (Jan-97 to Dec-12) |
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Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Year |
| 2012 |
2.64% |
-0.06% |
2.46% |
-0.16% |
-2.38% |
2.98% |
-0.93% |
0.66% |
4.68% |
-0.56% |
0.72% |
0.83% |
11.20% |
| 2011 |
-0.90% |
2.22% |
0.99% |
3.91% |
1.87% |
-1.17% |
-1.83% |
-3.92% |
-3.51% |
3.81% |
0.57% |
0.95% |
2.66% |
| 2010 |
-0.50% |
-1.35% |
4.33% |
1.13% |
-4.32% |
-2.46% |
0.75% |
-1.11% |
4.26% |
0.41% |
-0.67% |
4.69% |
4.83% |
| 2009 |
1.03% |
-3.45% |
4.49% |
2.30% |
5.12% |
2.08% |
4.01% |
2.01% |
4.23% |
-2.96% |
2.43% |
2.16% |
25.65% |
| 2008 |
-4.53% |
-0.12% |
-3.56% |
2.61% |
1.90% |
0.01% |
2.56% |
-1.17% |
-6.89% |
-4.64% |
-1.93% |
-0.04% |
-15.16% |
| 2007 |
1.35% |
-0.40% |
0.22% |
4.10% |
2.92% |
-0.72% |
-3.40% |
1.65% |
2.08% |
2.79% |
-0.28% |
-0.67% |
9.82% |
| 2006 |
3.78% |
2.17% |
0.83% |
-2.19% |
-1.81% |
-0.89% |
-0.30% |
1.43% |
0.10% |
1.66% |
0.54% |
0.92% |
6.25% |
| 2005 |
-2.04% |
-1.85% |
-2.68% |
0.04% |
1.63% |
1.88% |
4.25% |
0.08% |
0.61% |
-2.69% |
1.55% |
2.09% |
2.62% |
| 2004 |
3.32% |
1.33% |
1.03% |
0.36% |
-0.76% |
-1.07% |
-2.77% |
0.05% |
2.04% |
-0.70% |
1.63% |
3.10% |
7.64% |
| 2003 |
0.38% |
-0.83% |
1.58% |
3.91% |
7.79% |
2.92% |
4.95% |
1.86% |
2.19% |
0.92% |
0.57% |
1.95% |
31.76% |
| 2002 |
-3.67% |
-2.91% |
3.54% |
-3.23% |
-2.04% |
-5.25% |
-2.53% |
-0.54% |
-4.72% |
2.42% |
3.55% |
-2.62% |
-17.03% |
| 2001 |
-3.09% |
-3.65% |
-5.76% |
7.45% |
4.55% |
3.24% |
-7.17% |
-1.34% |
-5.10% |
4.18% |
4.34% |
1.47% |
-2.16% |
| 2000 |
12.50% |
37.11% |
-17.34% |
-5.12% |
-1.38% |
14.83% |
0.66% |
11.75% |
4.55% |
-0.17% |
-4.62% |
5.84% |
62.37% |
| 1999 |
5.50% |
-1.98% |
2.31% |
-0.68% |
2.79% |
4.46% |
6.27% |
5.50% |
-2.44% |
-0.81% |
7.82% |
21.62% |
60.52% |
| 1998 |
-2.39% |
4.38% |
3.53% |
1.92% |
-3.40% |
-2.24% |
-4.63% |
-16.39% |
10.28% |
6.21% |
5.41% |
6.07% |
6.02% |
| 1997 |
3.40% |
-0.09% |
-5.54% |
-3.47% |
10.16% |
1.72% |
1.29% |
1.59% |
3.96% |
1.63% |
-0.94% |
-0.04% |
13.63% |
© 2012 Hennessee Group LLC, All Rights Reserved.
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